M. Krivko

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Numerical integration of the Heath-Jarrow-Morton model of interest rates
IMA Journal of Numerical Analysis
2014-02-28Paper
Application of simplest random walk algorithms for pricing barrier options
Recent Developments in Computational Finance
2013-09-24Paper


Research outcomes over time


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